+52.8%
EQIX vs PEGA
-45.0%
+97.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.1% |
| 7D | +7.6% | -4.6% | +12.1% | +8.2% |
| 30D | +5.2% | -6.8% | +12.0% | +6.1% |
| 3M | +0.8% | +2.6% | -1.7% | -0.2% |
| 6M | +0.2% | -5.4% | +5.6% | -0.3% |
| YTD | +42.2% | -46.0% | +88.2% | +54.3% |
| 1Y | +34.7% | -45.6% | +80.4% | +45.8% |
| 3Y | +49.0% | +43.2% | +5.8% | +27.1% |
| 5Y | +52.8% | -45.3% | +98.1% | +50.8% |
| All | +52.8% | -45.0% | +97.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling